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CholeskyDecomposition:: (4 methods):
__construct()
isSPD()
getL()
solve()
Class: CholeskyDecomposition - X-Ref
Cholesky decomposition class.__construct(Matrix $A) X-Ref |
CholeskyDecomposition. Class constructor - decomposes symmetric positive definite matrix param: Matrix $A Matrix square symmetric positive definite matrix |
isSPD() X-Ref |
Is the matrix symmetric and positive definite? return: bool |
getL() X-Ref |
getL. Return triangular factor. return: Matrix Lower triangular matrix |
solve(Matrix $B) X-Ref |
Solve A*X = B. param: $B Row-equal matrix return: Matrix L * L' * X = B |